50% VT 50% Cash

Portfolio Specification

Assets

VANGUARD TOTAL WORLD STOCK INDEX FUND ETF SHARES (VT) 50.00%
SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) 50.00%

Policy

Rebalancing Interval Annually
Weights Algorithm Constant Weights

Benchmark

SPDR S&P 500 ETF Trust (SPY)

Anyone who has a link can see this portfolio.

Policy Report

Backtest Report

From to (17y 1m 16d)

Returns (annualized)

Portfolio 5.04%
Benchmark 11.96%

Risk (annualized)

Portfolio 9.77%
Benchmark 20.09%

Sharpe (annualized)

Portfolio 0.43
Benchmark 0.60

Excess Return (annualized)

-6.92%

Tracking Error (annualized)

11.33%

Information Ratio

-0.61
Statistic Portfolio Benchmark
Downside Volatility 10.49% 21.34%
Sortino Ratio 0.40 0.57
Calmar Ratio 0.15 0.26
Ulcer Index 15.36 15.01
Max Drawdown 26.99% 47.17%
VaR (99% Confidence) $-2,272 $-4,674
VaR (99.9% Confidence) $-3,019 $-6,208
Beta to Benchmark 0.46 N/A

Value at Risk (VaR) is calculated off a $10,000 portfolio value.

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

8.62

Skew

-0.47
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Market Factor 0.4937 0.9830 -0.4893
Size Factor 0.0203 -0.0587 0.0790
Style Factor 0.0059 0.0129 -0.0069
U.S. Tilt (Non U.S.) 0.0078 0.3976 -0.3898

Adjusted R2

Portfolio 0.96
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution